Are forward premia mean reverting?
Year of publication: |
2000
|
---|---|
Authors: | Hejazi, Walid ; Li, Zhixin |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 10.2000, 4, p. 343-350
|
Subject: | Risikoprämie | Risk premium | Staatspapier | Government securities | Theorie | Theory | USA | United States | 1964-1995 |
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